How to understand 'losses' in Spacy's custom NER training engine?
A critical goal of training a neural network is to minimize the loss.  Loss is not explained for spaCy because it is a general concept for machine learning and deep learning.  Loss is not specific to spaCy and although there are some finer details I don't believe that is your inquiry.
In general, to understand loss functions, I recommend the following resources:

Loss and Loss Functions for Training Deep Learning Neural Networks by Jason Brownlee.  Jason writes some great articles and tutorials and I highly suggest reading his other articles and books.
Introduction to Loss Functions
Loss Functions in Machine Learning for Beginners by John Kaller

If you like videos watch:

Loss Functions Explained by Siraj Raval.  Siraj has many great videos on machine learning.